Open AccessEstimating the Value and Interest Rate Risk of Interest-Bearing Transactions Deposits
Author(s) -
James M. O’Brien
Publication year - 2000
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2000.53
Subject(s) - interest rate , economics , risk premium , valuation (finance) , interest rate risk , econometrics , interest rate derivative , autoregressive model , monetary economics , finance